As "new" owners of this hardware, we tend to expect something in the way of help in the documentation but there is so little of value there we might as well take a few hours and write our own (would be interesting to compare them after 30 days) - anyway, I had the same issue with pressing, squeezing, wondering, cussing, etc... all for nothing when you finally find out that there is a vertical metal lever (in line and just above the molded plastic "chassis carrier block" that holds the entire extruder head, etc.) and this lever is spring loaded (you can barely see the spring thru an opening just above the stepper motor that's mounted there. If the system is cold it's a little harder to move but if you're doing an "install" routine, then carefully push that lever to the left (as you're standing in front of the entire box) and with your other hand push the filament down into the tubes/hole for it and the cogs will pickup the strand. It took me almost three hours of putzing around (yes that's an engineering term) to find this, figure it out and find that it works quite easily. About 5 minutes in a manual would more likely than not give anyone who was willing to read it the same information but sometimes we don't "read" as we should either.
One of the more often found warnings about 3D printers is that we're all getting onto this boat at its very early stages of life - it's not matured enough nor time enough so far for manufacturers to buckle down and get competitive so they all seem to limp along and do the bare minimum in terms of designing, building and documenting as many aspects of their product as they should - all because we're so damn eager to hand that money across the table and take this "new stuff" home with us. This IS one of those things we'll all get past in time if we persist with some patience and also some "direct to the forehead" feedback to the manufacturers about short-sheeting us with products that are essentially about two to three cycles out of sync with what we should expect to see in a new product development. We're all guilty of some portions of this picture but on days when the darn things works good, we're too excited to tell them that as well, and we should.
See if this helps with the filament loading issue and then be patient with yourself but persistent as well with playing the small role as "R&D support personnel" because that's what we're all doing - the pay is lousy but the rewards will be there in time. Thanks.